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Kategoria BISAC: Business & Economics >> Finance - Financial Engineering
ilość książek w kategorii: 443
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Paul Wilmott Introduces Quantitative Finance
ISBN: 9780470319581 / Angielski / Miękka / 728 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options and numerical methods. Software is included to help visualize the most important ideas and to show how techniques are implemented in practice. There are comprehensive end-of-chapter exercises...
Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specif...
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cena:
270,89 zł |
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An Arbitrage Guide to Financial Markets
ISBN: 9780470853320 / Angielski / Twarda / 344 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the simplicity and the commonalities of all markets. The book shuns stochastic calculus in favor of cash flow details of arbitrage trades. All math is simple, but there is lots of it. The book reflects the relative value mentality of an institutional trader seeking profit from misalignments of various...
An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and...
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cena:
386,93 zł |
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Finite Difference Methods in Financial Engineering : A Partial Differential Equation Approach
ISBN: 9780470858820 / Angielski / Twarda / 464 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Today's most complete and practical guide to finite difference methods and its applications to derivatives The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products in today's global markets. Finite Difference Methods in Financial Engineering provides a step-by-step description of how robust and accurate numerical methods are motivated and applied to pricing financial derivative products. Focusing on real-world derivative products such as vanilla and exotic options and...
Today's most complete and practical guide to finite difference methods and its applications to derivatives The application of finite difference method...
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cena:
361,13 zł |
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Financial Engineering : Derivatives and Risk Management
ISBN: 9780471495840 / Angielski / Miękka / 800 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This text provides thorough treatment of futures, plain vanilla options, swaps and the use of exotic, interest rate options in speculation and hedging. Pricing of options using numerical methods such as lattices are also covered.
This text provides thorough treatment of futures, plain vanilla options, swaps and the use of exotic, interest rate options in speculation and hedging...
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cena:
252,78 zł |
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Stochastic Simulation and Applications in Finance with MATLAB Programs
ISBN: 9780470725382 / Angielski / Twarda / 360 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.
The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the... Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their us...
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cena:
361,13 zł |
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Macrofinancial Risk Analysis
ISBN: 9780470058312 / Angielski / Twarda / 362 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Macrofinancial risk analysis
Dale Gray and Samuel Malone Macrofinancial Risk Analysis provides a new and powerful framework with which policymakers and investors can analyze risk and vulnerability in economies, both emerging market and industrial. Using modern risk management and financial engineering techniques applied to the macroeconomy, an economic value can be placed on the risks posed by inter-linkages between sectors, the risk of default of different sectors on their outstanding debt obligations quantified, and the value ex-ante of guarantees to... Macrofinancial risk analysis
Dale Gray and Samuel Malone Macrofinancial Risk Analysis provides a new and power... |
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cena:
490,17 zł |
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Financial Engineering : The Evolution of a Profession
ISBN: 9780470455814 / Angielski / Twarda / 616 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. FINANCIAL ENGINEERING The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Engineering aims to provide a comprehensive understanding of this important discipline by examining its fundamentals, the newest financial products, and disseminating cutting-edge research. A... FINANCIAL ENGINEERING The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues i... |
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cena:
386,98 zł |
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Financial Engineering and Arbitrage in the Financial Markets
ISBN: 9780470746011 / Angielski / Twarda / 384 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hedged and the risk that is left as the residual exposure. If we learn to view all financial trades and securities as engineered packages of building blocks, then we can analyze in which structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives...
A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its com...
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cena:
263,72 zł |
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Algorithmic Differentiation in Finance Explained
ISBN: 9783319539782 / Angielski / Miękka / 103 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
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126,60 zł |
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Equity Valuation : Models from Leading Investment Banks
ISBN: 9780470031490 / Angielski / Twarda / 440 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Equity Valuation: Models from the Leading Investment Banks is a clear and reader-friendly guide to how today's leading investment banks analyze firms. Editors Jan Viebig and Thorsten Poddig bring together expertise from UBS, Morgan Stanley, DWS Investment GmbH and Credit Suisse, providing a unique analysis of leading equity valuation models, from the very individuals who use them. Filled with real world insights, practical examples and theoretical approaches, the book will examine the strengths and weaknesses of some of the leading valuation approaches, helping readers understand how...
Equity Valuation: Models from the Leading Investment Banks is a clear and reader-friendly guide to how today's leading investment banks analyze...
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cena:
374,08 zł |
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Swaps and Other Derivatives
ISBN: 9780470721919 / Angielski / Twarda / 392 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. "Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners."
--Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and... "Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This...
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cena:
394,72 zł |
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Professional Financial Computing Using Excel and VBA
ISBN: 9780470824399 / Angielski / Twarda / 352 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. "Professional Financial Computing Using Excel and VBA is an admirable exposition that bridges the theoretical underpinnings of financial engineering and its application which usually appears as a "black-box" software application. The book opens the black-box and reveals the architecture of risk-modeling and financial engineering based on industry-standard stochastic models by utilizing Excel and VBA functionality to create a robust and practical modeling tool-kit. Financial engineering professionals who purchase this book will have a jumpstart advantage for their customized financial...
"Professional Financial Computing Using Excel and VBA is an admirable exposition that bridges the theoretical underpinnings of financial engine...
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cena:
438,57 zł |
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Advanced Modelling in Finance using Excel and VBA
ISBN: 9780471499220 / Angielski / Twarda / 288 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s.
The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential... This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across ...
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cena:
412,72 zł |
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Analytical Finance: Volume I : The Mathematics of Equity Derivatives, Markets, Risk and Valuation
ISBN: 9783319340265 / Angielski / Miękka / 492 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: -Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. -Numerical methods including discrete-time methods, finite... This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk manag... |
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295,46 zł |
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Global Credit Review - Volume 3
ISBN: 9789814566131 / Angielski / Twarda / 176 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The third volume provides some critical analysis, reviews the introduction of new regulations and also offers new insights to address the challenges ahead. The carefully selected chapters touch on current topics such as: the measurement of systemic risk, reserve requirements and its role in monetary policy, the application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio...
Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory...
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cena:
441,16 zł |
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Smile Pricing Explained
ISBN: 9781137335715 / Angielski / Miękka / 238 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In modern derivatives trading, Black-Scholes theory is only a starting point. Asset volatilities are not constant, but change with market conditions. Large price moves are associated with periods of market turbulence and this leads to a smile shaped curve of the volatility implied from market prices. Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration. Dr Austing guides the reader from...
In modern derivatives trading, Black-Scholes theory is only a starting point. Asset volatilities are not constant, but change with market conditions. ...
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cena:
168,82 zł |
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Financial Engineering with Copulas Explained
ISBN: 9781137346308 / Angielski / Miękka / 150 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The modeling of dependence structures (or copulas) is undoubtedly one of the key challenges for modern financial engineering. First applied to credit-risk modeling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques, and risk models, and are a core part of the financial engineer's toolkit. However, by their very nature, copulas are complex and their applications are often misunderstood. Incorrectly applied, copulas can be hugely detrimental to a model or algorithm. Financial Engineering with Copulas Explained is a reader-friendly, yet rigorous...
The modeling of dependence structures (or copulas) is undoubtedly one of the key challenges for modern financial engineering. First applied to credit-...
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cena:
139,27 zł |
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Interest Rate Derivatives Explained : Volume 1: Products and Markets
ISBN: 9781137360069 / Angielski / Twarda / 207 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this boo...
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cena:
168,82 zł |
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Quantitative Finance : Back to Basic Principles
ISBN: 9781137414496 / Angielski / Twarda / 223 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets.
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and ...
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cena:
337,68 zł |
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Derivatives Analytics with Python : Data Analysis, Models, Simulation, Calibration and Hedging
ISBN: 9781119037996 / Angielski / Twarda / 374 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Supercharge options analytics and hedging using the power of Python
Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply... Supercharge options analytics and hedging using the power of Python
Derivatives Analytics with Python shows you how to implement mark... |
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cena:
309,58 zł |
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